We are live on ! Find out more
Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $38.6B
1-Year Est. Return 45.89%
This Fund
S&P 500
This Quarter Est. Return
+8.1%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$19B
AUM Growth
-$2.38B
Cap. Flow
-$3.83B
Cap. Flow %
-20.17%
Top 10 Hldgs %
31.57%
Holding
3,417
New
837
Increased
1,058
Reduced
1,022
Closed
392

Top Buys

Rank Stock Value
1
GS icon
Goldman Sachs
GS
+$87.5M
2
C icon
Citigroup
C
+$28M
3
FDO
FAMILY DOLLAR STORES
FDO
+$26M
4
BIDU icon
Baidu
BIDU
+$25.8M
5
GDX icon
VanEck Gold Miners ETF
GDX
+$24.9M

Top Sells

Rank Stock Value
1
AAPL icon
Apple
AAPL
+$282M
2
GLD icon
SPDR Gold Trust
GLD
+$103M
3
PG icon
Procter & Gamble
PG
+$41.1M
4
BAC icon
Bank of America
BAC
+$28.8M
5
NUE icon
Nucor
NUE
+$25.7M

Sector Composition

Rank Sector Weight
1 Financials 1.88%
2 Consumer Staples 1.5%
3 Energy 0.59%
4 Consumer Discretionary 0.56%
5 Communication Services 0.51%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
DOV icon
1326
Dover
DOV
$28.4B
$128K ﹤0.01%
2,129
-2,042
-49% -$118K
EQIX icon
1327
PUT
Equinix
EQIX
$103B
$128K ﹤0.01%
700
+200
+40% +$36.2K
SONY icon
1328
Sony
SONY
$138B
$128K ﹤0.01%
+29,805
New +$126K
VMC icon
1329
CALL
Vulcan Materials
VMC
$36.9B
$128K ﹤0.01%
2,500
+2,000
+400% +$98.9K
RVBD
1330
PUT
DELISTED
RIVERBED TECHNOLOGY, INC COM
RVBD
$128K ﹤0.01%
8,800
+7,200
+450% +$115K
SPXC icon
1331
PUT
SPX Corp
SPXC
$10.8B
$127K ﹤0.01%
+5,956
New +$116K
BTI icon
1332
CALL
British American Tobacco
BTI
$128B
$126K ﹤0.01%
+2,400
New +$127K
BRK.B icon
1333
CALL
Berkshire Hathaway Class B
BRK.B
$1.13T
$125K ﹤0.01%
1,100
– –
DHR icon
1334
CALL
Danaher
DHR
$144B
$125K ﹤0.01%
2,678
+2,529
+1,697% +$115K
SAP icon
1335
PUT
SAP
SAP
$238B
$125K ﹤0.01%
1,700
-2,300
-58% -$170K
JNY
1336
CALL
DELISTED
JONES GROUP INC COM STK (PA)
JNY
$125K ﹤0.01%
+8,300
New +$130K
CP icon
1337
CALL
Canadian Pacific Kansas City
CP
$80.5B
$124K ﹤0.01%
5,000
+3,000
+150% +$74.1K
HRI icon
1338
CALL
Herc Holdings
HRI
$5.61B
$123K ﹤0.01%
1,867
-3,566
-66% -$273K
LEG icon
1339
CALL
Leggett & Platt
LEG
$1.31B
$123K ﹤0.01%
+4,100
New +$126K
CHS
1340
DELISTED
Chicos FAS, Inc.
CHS
$123K ﹤0.01%
7,372
-19,353
-72% -$319K
NGLS
1341
PUT
DELISTED
TARGA RESOURCES PARTNERS LP COM UTS REPTG LTD PARTERSHIP INT
NGLS
$123K ﹤0.01%
+2,400
New +$121K
JNY
1342
PUT
DELISTED
JONES GROUP INC COM STK (PA)
JNY
$123K ﹤0.01%
+8,100
New +$127K
DOC icon
1343
CALL
Healthpeak Properties
DOC
$14.8B
$122K ﹤0.01%
+3,294
New +$128K
MKC icon
1344
McCormick & Company Non-Voting
MKC
$14.2B
$122K ﹤0.01%
3,778
-4,624
-55% -$162K
OVTI
1345
PUT
DELISTED
OMNIVISION TECHNOLOGIES INC
OVTI
$122K ﹤0.01%
7,900
+300
+4% +$4.98K
CNX icon
1346
CALL
CNX Resources
CNX
$5.2B
$121K ﹤0.01%
4,320
-5,400
-56% -$141K
OLED icon
1347
CALL
Universal Display
OLED
$4.19B
$121K ﹤0.01%
3,800
-200
-5% -$6.39K
ROK icon
1348
Rockwell Automation
ROK
$49B
$121K ﹤0.01%
1,129
+352
+45% +$34.4K
CVD
1349
DELISTED
COVANCE INC.
CVD
$121K ﹤0.01%
+1,399
New +$115K
CNVR
1350
PUT
DELISTED
CONVERSANT INC COM STK (DE)
CNVR
$121K ﹤0.01%
+5,900
New +$134K
52 53
54
55 56

Similar funds

Empower Advisory Group
Empower Advisory Group Greenwood Village, Colorado $38.5B AUM 18.4% 1-Year Est. Return
Nomura Asset Management
Nomura Asset Management Tokyo, Japan $38.8B AUM 30.94% 1-Year Est. Return
Credit Agricole
Credit Agricole Montrouge Cedex, France $38.1B AUM
Carson Wealth (CWM LLC)
Carson Wealth (CWM LLC) Omaha, Nebraska $38.1B AUM 19.66% 1-Year Est. Return
Fayez Sarofim & Co
Fayez Sarofim & Co Houston, Texas $39.1B AUM 15.14% 1-Year Est. Return
Grantham, Mayo, Van Otterloo & Co (GMO)
Grantham, Mayo, Van Otterloo & Co (GMO) Boston, Massachusetts $39.1B AUM 28.69% 1-Year Est. Return
Nomura Holdings
Nomura Holdings Tokyo, Japan $37.7B AUM 34.44% 1-Year Est. Return
HF
HRT Financial New York $40.1B AUM 58.22% 1-Year Est. Return

Parallax Volatility Advisers's Q3 2013 Portfolio in Review

As of Q3 2013, Parallax Volatility Advisers held 3,417 positions worth $19B, down 11% from $21.4B the previous quarter. Its ten largest holdings account for 32% of the portfolio.

Parallax Volatility Advisers withdrew a net $3.83B in Q3 2013, closing 392 positions and reducing 1,022 holdings. Its most notable exit was State Street SPDR S&P Retail ETF, an estimated $18.6M position sold in full.

By sector, the portfolio is most concentrated in Financials at 1.9% of assets, up from 1.3% a quarter earlier, followed by Consumer Staples and Energy.

Against the trend, Parallax Volatility Advisers opened a new position in Citigroup worth $26.9M.

  • Parallax Volatility Advisers's largest Q3 2013 buy was Citigroup: 554,459 shares worth $26.9M.
  • Parallax Volatility Advisers added most to Goldman Sachs in Q3 2013, an estimated $87.5M increase.
  • Parallax Volatility Advisers's biggest Q3 2013 reduction was Apple, cutting an estimated $282M.
  • Parallax Volatility Advisers fully exited State Street SPDR S&P Retail ETF in Q3 2013, selling an estimated $18.6M.
  • Parallax Volatility Advisers's ten largest holdings make up 32% of its $19B portfolio in Q3 2013.
  • Parallax Volatility Advisers opened 837 new positions and closed 392 in Q3 2013.
  • Parallax Volatility Advisers's portfolio value fell 11% quarter-over-quarter to $19B.

Based on Parallax Volatility Advisers's 13F filing for Q3 2013, filed 14 Nov 2013.